Struct EmpiricalModeDecomposition 

pub struct EmpiricalModeDecomposition { /* private fields */ }

Ehlers’ adaptation of Empirical Mode Decomposition (EMD).

Implementation per Cycle Analytics for Traders (Ehlers 2013, ch. 14). The procedure is:

1. Apply a bandpass filter centred on period to the price.
2. Detect peaks and valleys of the bandpassed signal over a fraction of the period.
3. Average the peaks and valleys separately to form an upper / lower envelope, then return the centred bandpass minus the envelope mean (the “EMD” line).

The output crosses zero at trend changes and stays near zero in non-trending markets — the classic visual cue Ehlers documents.

Example

use wickra_core::{Indicator, EmpiricalModeDecomposition};

let mut emd = EmpiricalModeDecomposition::new(20, 0.5).unwrap();
let mut last = None;
for i in 0..200 {
    last = emd.update(100.0 + (f64::from(i) * 0.3).sin() * 5.0);
}
assert!(last.is_some());

Implementations

impl EmpiricalModeDecomposition

pub fn new(period: usize, fraction: f64) -> Result<Self>

Construct with the bandpass centre period and the peak-detection window fraction.

fraction is multiplied by period to size the rolling peak/valley window; Ehlers recommends 0.5. Both must be positive.

Errors

Returns Error::PeriodZero if period == 0, and Error::InvalidPeriod if fraction <= 0 or non-finite.

pub const fn period(&self) -> usize

Configured period.

pub const fn fraction(&self) -> f64

Configured fraction.

pub const fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for EmpiricalModeDecomposition

fn clone(&self) -> EmpiricalModeDecomposition

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for EmpiricalModeDecomposition

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for EmpiricalModeDecomposition

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, input: f64) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.